No extra waiting
Web designers determine the resources a page needs to load, but it's often forgotten that the user decides how to load them. By placing more and more resources on web sites, the user is likely to need less and less of them in order to accomplish a task. If he wants to see a single image, it's much better from his viewpoint to not load the entire gallery. If he wants to see only the search engine and type a search query, he doesn't necessarily need for the rest of the page to load successfully. He can prevent this from happening simply by pressing the Esc key. This is likely to not load all scripts, but it doesn't prevent server-side functionality to satisfy any search queries.
The sequence of resource loading is important when the user has the power to interrupt the process. He can reduce his waiting time, prevent the browser from caching countless irrelevant resources and generally prevent waste. It's much faster to disable a page after 1-2 seconds rather than wait for it to load entirely. Over the course of a lifetime such time savings can be significant. The more resources a site has, the bigger the probability that a smaller percentage of them will be needed by the user. When the browser cache grows rapidly through visits on sites that have hundreds of resources, it also needs to be cleaned much more frequently, which can be a slow process, especially when thousands of files have been accumulated in it that collectively take hundreds of MB disk space. The cost of having many tabs open, while simultaneously visiting as many different sites as possible is reflected in the bigger cache size and the time it takes for the browser to find the right resources in it. Over time the browser may become significantly slower if this cache isn't cleaned.
By loading everything, the user says that he agrees to be presented with lots of irrelevant content, especially when he has visited the web site before and knows what he can expect. But this is unnecessary waiting. Sometimes, subsequent loads can be served from the cache faster. But while this is a cache-hit for the browser, it's still not necessarily a content-hit for the user. Even a fast cache that shows everything at once is wasteful in this case.
Of course, web designers wouldn't be happy if all users interrupted page loading, as this would limit the data they could gather from them. But then we should ask ourselves why gathering data is more important than content relevance. If we aren't sure whether this data could help us make our content more relevant, we should probably not collect it. When more users start to interrupt the cannonry of resources thrown at them, web designers won't have a choice except to try to improve their pages. It's the user that should be the driving force behind the website and not the designer that rigidly defines what will be seen and in what sequence.
Sometimes we see that a web page starts to load, reaches the point where it requests an external resource—maybe in the form of advertisement—and then slows down for a moment until it is fully loaded, before the rest of the content starts to appear. This blocking behavior is not acceptable and we need more people to hit the Esc key exactly at that point. An experience should feel as something fluid and smooth, not a collection of loads and stops. Our goal as designers is to not cause extra waiting in any way and this can be achieved by finding where the value is in what we provide to the user. Instead of creating lots of content that will appeal to many visitors, but also introduce extra waiting for many of them, it may be better to concentrate on the few visitors we know best and to give them just what they need.